Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47690.96 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46296.04 Kr¶

PnL: ---------------------------------------> -592.53 Kr¶

DD now: ---------------------------------> -1.931 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 16:39:08.751542'

Anic Portfolio¶

Today¶

Return: 0.797 %¶

This Week¶

Return: 0.331 %¶

Total¶

Return: 56.128 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.870000 3172.000000 201.000000 6.770000 2971.000006
HEBA B 70 0.900000 2758.000000 122.000000 4.630000 2636.000010
SAAB B 8 0.470000 3442.400000 65.400000 1.940000 3377.000000
FM Mattsson Mora Group B 50 -1.820000 2975.000000 48.000000 1.640000 2927.000000
Corem Property Group B 59 0.680000 615.370000 38.370000 6.650000 576.999999
AcadeMedia 12 2.110000 591.600000 34.600000 6.210000 557.000004
Resurs Holding 22 4.540000 602.580000 28.580000 4.980000 573.999998
Samhällsbyggnadsbo. i Norden B 20 1.350000 383.300000 28.300000 7.970000 355.000000
MedCap 2 0.910000 444.000000 23.000000 5.460000 421.000000
Boozt 12 3.100000 1675.200000 21.200000 1.280000 1653.999996
OEM International B 7 1.960000 546.700000 18.700000 3.540000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
HMS Networks 2 -0.580000 682.400000 9.400000 1.400000 673.000000
Intrum 4 -0.220000 535.000000 8.000000 1.520000 527.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Norva24 Group 16 -5.060000 546.880000 3.880000 0.710000 543.000000
Swedbank A 3 0.830000 567.600000 3.600000 0.640000 564.000000
Karnov Group 9 4.170000 539.100000 3.100000 0.580000 536.000004
Essity B 2 1.020000 577.000000 3.000000 0.520000 574.000000
Coor Service Management Hold. 8 0.680000 533.600000 1.600000 0.300000 532.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 242.400000 -3.600000 -1.460000 246.000000
Securitas B 6 0.150000 564.600000 -5.400000 -0.950000 570.000000
CTEK 13 1.930000 527.410000 -6.590000 -1.230000 533.999999
Nordea Bank Abp 29 0.760000 3446.940000 -7.060000 -0.200000 3453.999992
Midsona B 63 1.030000 553.770000 -29.230000 -5.010000 582.999984
International Petroleum Corp. 5 0.650000 542.000000 -52.570000 -8.840000 594.565215
Vivesto 1368 -0.930000 553.490000 -59.510000 -9.710000 612.999432
Axfood 13 0.360000 3654.300000 -101.700000 -2.710000 3756.000001
OX2 18 1.640000 1449.900000 -214.100000 -12.870000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -0.360000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46296.040000 -592.530000 -1.93077% 46888.564618

Updated:¶

'2023-01-20 16:39:21.361505'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶